NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.840 |
3.835 |
-0.005 |
-0.1% |
4.005 |
High |
3.867 |
3.874 |
0.007 |
0.2% |
4.120 |
Low |
3.816 |
3.734 |
-0.082 |
-2.1% |
3.938 |
Close |
3.820 |
3.859 |
0.039 |
1.0% |
4.025 |
Range |
0.051 |
0.140 |
0.089 |
174.5% |
0.182 |
ATR |
0.080 |
0.084 |
0.004 |
5.4% |
0.000 |
Volume |
10,354 |
5,672 |
-4,682 |
-45.2% |
49,518 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.242 |
4.191 |
3.936 |
|
R3 |
4.102 |
4.051 |
3.898 |
|
R2 |
3.962 |
3.962 |
3.885 |
|
R1 |
3.911 |
3.911 |
3.872 |
3.937 |
PP |
3.822 |
3.822 |
3.822 |
3.835 |
S1 |
3.771 |
3.771 |
3.846 |
3.797 |
S2 |
3.682 |
3.682 |
3.833 |
|
S3 |
3.542 |
3.631 |
3.821 |
|
S4 |
3.402 |
3.491 |
3.782 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.574 |
4.481 |
4.125 |
|
R3 |
4.392 |
4.299 |
4.075 |
|
R2 |
4.210 |
4.210 |
4.058 |
|
R1 |
4.117 |
4.117 |
4.042 |
4.164 |
PP |
4.028 |
4.028 |
4.028 |
4.051 |
S1 |
3.935 |
3.935 |
4.008 |
3.982 |
S2 |
3.846 |
3.846 |
3.992 |
|
S3 |
3.664 |
3.753 |
3.975 |
|
S4 |
3.482 |
3.571 |
3.925 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.033 |
3.734 |
0.299 |
7.7% |
0.085 |
2.2% |
42% |
False |
True |
8,238 |
10 |
4.120 |
3.734 |
0.386 |
10.0% |
0.083 |
2.1% |
32% |
False |
True |
8,737 |
20 |
4.120 |
3.734 |
0.386 |
10.0% |
0.081 |
2.1% |
32% |
False |
True |
7,514 |
40 |
4.120 |
3.570 |
0.550 |
14.3% |
0.075 |
1.9% |
53% |
False |
False |
5,725 |
60 |
4.130 |
3.570 |
0.560 |
14.5% |
0.074 |
1.9% |
52% |
False |
False |
4,951 |
80 |
4.326 |
3.570 |
0.756 |
19.6% |
0.073 |
1.9% |
38% |
False |
False |
4,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.469 |
2.618 |
4.241 |
1.618 |
4.101 |
1.000 |
4.014 |
0.618 |
3.961 |
HIGH |
3.874 |
0.618 |
3.821 |
0.500 |
3.804 |
0.382 |
3.787 |
LOW |
3.734 |
0.618 |
3.647 |
1.000 |
3.594 |
1.618 |
3.507 |
2.618 |
3.367 |
4.250 |
3.139 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.841 |
3.854 |
PP |
3.822 |
3.848 |
S1 |
3.804 |
3.843 |
|